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(use '(incanter core optimize datasets charts))
;; Chwirut data set from NIST
;; http://www.itl.nist.gov/div898/strd/nls/data/LINKS/DATA/Chwirut1.dat
(def data (to-matrix (get-dataset :chwirut)))
(def x (sel data :cols 1))
(def y (sel data :cols 0))
;; define model function: y = exp(-b1*x)/(b2+b3*x) + e
(defn f [theta x]
(let [[b1 b2 b3] theta]
(div (exp (mult (minus b1) x)) (plus b2 (mult b3 x)))))
(def plot (scatter-plot x y :legend true))
(view plot)
;; the newton-raphson algorithm fails to converge to the correct solution
;; using first set of start values from NIST, but the default gauss-newton
;; algorith converges to the correct solution.
(def start1 [0.1 0.01 0.02])
(add-lines plot x (f start1 x))
(def nlm1 (non-linear-model f y x start1))
(add-lines plot x (:fitted nlm1))
;; both algorithms converges with second set of start values from NIST
(def start2 [0.15 0.008 0.010])
(add-lines plot x (f start2 x))
(def nlm2 (non-linear-model f y x start2))
(add-lines plot x (:fitted nlm2))
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